Should you ALWAYS use Blender's subsurface modifier?
No.  Whether you should depends mainly on the intended use of the model and its geometry.

A model that only appears in the background may not need the benefit of the modifier and render time will be reduced if it is not present.

Not all models require the benefit. If all of the surfaces of a model are flat, like the boards in a picket fence, then the subsurf is not necessary and the rounding that gives realism to edges can be provided by a bevel modifier.

Not all that do require edge loops. Often a judicious application of the bevel modifier will produce good results, with the advantage that the bevel modifier is non destructive. This can provide advantages when creating or changing models.